ASGN Options History — March 2021

In March 2021, ASGN traded between $90.68 and $100.57. ATM implied volatility averaged 37.5%, placing in the 13.4% IV rank vs the trailing year. The 30-day expected move averaged 10.4%. IV traded above realized volatility by 5.2% (HV 20d: 32.3%). Max pain ranged from $75.00 to $100.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 21 of 23 days. Put/call ratio averaged 0.77.

Notable Days

  • 2021-03-19: Highest Volume — 653 contracts
  • 2021-03-08: Largest IV spike — 25.2% change
  • 2021-03-08: Highest IV Rank — 24.8%
  • 2021-03-04: Largest Expected Move — 12.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$95.95$90.68$100.57$95.50$96.00
Max Pain$93.70$75.00$100.00$75.00$100.00
ATM IV37.5%31.5%51.7%40.4%33.3%
Expected Move10.4%9.0%12.0%11.6%9.6%
HV 20d32.3%29.2%35.5%31.0%29.2%
HV 60d36.8%35.8%37.7%35.8%36.7%
IV Rank13.4%7.8%24.8%14.3%10.0%
IV Percentile19.7%1.6%71.4%35.3%4.0%
Term Structure3.0%-2.7%6.9%-2.7%2.9%
VWIV36.6%27.3%50.6%50.6%34.5%
Skew 25d5.4%0.0%10.3%8.7%4.7%
Skew 10d13.6%0.1%27.7%24.9%15.6%
Call IV 25d34.8%26.4%40.3%35.6%32.1%
Put IV 25d40.3%34.8%46.3%44.3%36.8%
Bid-Ask Spread %83.0973.3197.4189.4390.28
Gamma HHI0.310.180.660.270.22
Net GEX120.3K15.2K447.4K109.3K24.6K
Net DEX-2.6M-4.7M-384.3K-3.2M-694.5K
Net VEX-6.3K-7.9K-4.9K-7.9K-4.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.770.002.750.000.00
Total Volume45.261065331
Total OI980.9576861,2581,035771

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-03-01$95.50$75.0040.4%11.6%31.0%14.3%0.0%8.7%-2.7%109.3K-3.2M-7.9K0.0089.43N/AN/A30650385
2021-03-02$92.47$75.0041.8%12.0%32.6%15.6%0.0%2.9%-0.3%81.4K-2.5M-7.2K0.0092.85N/AN/A00653385
2021-03-03$93.92$75.0039.6%11.4%32.5%13.6%50.6%6.6%1.6%100.6K-3.0M-7.3K2.7590.50N/AN/A411655385
2021-03-04$90.68$95.0046.1%12.0%35.2%19.6%0.0%7.3%1.9%81.3K-2.4M-7.3K0.6079.25N/AN/A106655396
2021-03-05$92.82$95.0041.3%10.7%35.5%15.1%0.0%5.1%3.9%88.3K-2.6M-7.2K0.0075.70N/AN/A01645396
2021-03-08$94.25$95.0051.7%11.3%35.5%24.8%44.0%4.6%2.5%98.0K-3.0M-6.8K0.0075.16N/AN/A02647396
2021-03-09$93.49$95.0043.3%10.9%33.0%16.9%41.4%8.0%3.6%93.4K-2.8M-6.6K0.2580.70N/AN/A41647398
2021-03-10$95.36$95.0038.6%11.1%33.6%14.4%39.3%6.5%2.4%107.6K-3.2M-6.3K0.0773.31N/AN/A272650399
2021-03-11$96.97$95.0037.9%10.9%33.7%15.4%37.5%6.1%2.6%133.2K-3.5M-6.4K1.5073.43N/AN/A46675401
2021-03-12$99.41$95.0036.0%10.3%33.4%13.2%33.4%5.2%2.0%158.8K-4.0M-6.6K0.0078.65N/AN/A1770674400
2021-03-15$98.46$95.0037.5%10.7%33.7%14.9%37.3%3.5%1.5%194.1K-4.0M-7.0K1.5077.80N/AN/A69834400
2021-03-16$98.49$95.0035.1%10.1%33.1%12.2%35.5%4.6%4.1%200.1K-4.1M-7.1K0.0477.35N/AN/A261840407
2021-03-17$98.77$95.0035.2%10.1%33.0%12.2%35.1%0.0%5.0%204.8K-4.2M-6.6K0.4086.81N/AN/A52832408
2021-03-18$99.99$95.0035.8%10.3%31.4%12.9%36.0%4.5%3.3%307.8K-4.4M-6.3K0.0677.06N/AN/A181832408
2021-03-19$100.57$95.0031.5%9.0%31.2%7.8%27.3%6.0%5.2%447.4K-4.7M-5.9K0.6479.51N/AN/A398255849409
2021-03-22$98.76$95.0033.1%9.5%31.7%9.7%33.6%2.7%6.9%72.2K-1.4M-5.5K0.1085.68N/AN/A293427259
2021-03-23$95.78$95.0035.0%10.0%33.1%12.0%33.0%2.6%3.5%59.8K-1.1M-5.3K2.0088.44N/AN/A24449260
2021-03-24$95.42$100.0033.9%9.7%32.9%10.6%36.0%5.7%3.5%54.5K-989.9K-5.1K2.6797.41N/AN/A38449264
2021-03-25$96.28$100.0034.1%9.8%29.3%10.9%0.0%9.7%4.0%55.4K-992.2K-5.1K0.0096.09N/AN/A00449272
2021-03-26$95.86$100.0032.1%9.2%29.4%8.5%31.7%10.3%4.1%59.4K-1.1M-5.3K0.0093.07N/AN/A40449272
2021-03-29$93.01$100.0035.5%10.2%30.9%12.6%36.6%3.0%2.3%15.2K-384.3K-5.1K0.0076.23N/AN/A20449316
2021-03-30$94.65$100.0034.5%9.9%29.3%11.4%34.5%6.9%4.5%19.1K-540.7K-5.1K2.0076.49N/AN/A24449316
2021-03-31$96.00$100.0033.3%9.6%29.2%10.0%0.0%4.7%2.9%24.6K-694.5K-4.9K0.0090.28N/AN/A10451320